Entering DFU mode is simple. Hold down the home and power buttons together for 10 seconds, after 10 seconds QUICKLY release the power button, but continue holding home for another 10 seconds. iTunes will say "detected a device in recovery" and your screen on your iDevice should remain black. Please follow the video tutorial below if you have any problems:
http://www.my friend's site.com/watch?v=_aQuRSRnukA
Also, I hate to inform you that the baseband which you currently have, 05.14.02 is not unlockable at this time. However, a new unlock will be released shortly after 4.2 firmware goes public so you shouldn't have to wait too long before being able to unlock.
Come check out our website for tutorials, purchase and live chat support on everything dealing with jailbreaking and unlocking iDevices.
purchase limera1n from limera1n.com Use that to jailbreak your 4.1 firmware. That will put it in DFU for you.
As far as the unlock, like the other guy said, there is no current unlock for 4.1